378
Views
19
CrossRef citations to date
0
Altmetric
Perspectives

Adaptive Markets and the New World Order (corrected May 2012)

Pages 18-29 | Published online: 30 Dec 2018

References

  • Baumeister, R., T. Heatherton, and D. Tice. 1994. Losing Control: How and Why People Fail at Self-Regulation. San Diego: Academic Press.
  • Black, F.. 1976. “Studies of Stock Price Volatility Changes.” Proceedings of the 1976 Meeting of the American Statistical Association (Business and Economics Section): 177–181.
  • Black, F., and A. Perold. 1992. “Theory of Constant Proportion Portfolio Insurance.” Journal of Economic Dynamics & Control, vol. 16, no. 3–4 (July–October): 403–42610.1016/0165-1889(92)90043-E.
  • Brennan, T., and A. Lo. 2011. “The Origin of Behavior.” Quarterly Journal of Finance, vol. 1, no. 1 (March): 55–10810.1142/S201013921100002X.
  • Brennan, T., and A. Lo. 2012. “An Evolutionary Model of Bounded Rationality and Intelligence.” MIT Laboratory for Financial Engineering Working Paper No. 2012–001.
  • Cohen, A., and L. Einav. 2003. “The Effect of Mandatory Seat Belt Laws on Driving Behavior and Traffic Fatalities.” Review of Economics and Statistics, vol. 85, no. 4 (November): 828–84310.1162/003465303772815754.
  • Crandall, R., and J. Graham. 1984. “Automobile Safety Regulation and Offsetting Behavior: Some New Empirical Estimates.” American Economic Review, vol. 74, no. 2 (May): 328–331.
  • de Becker, G.. 1997. The Gift of Fear: Survival Signals That Protect Us from Violence. Boston: Little, Brown and Company.
  • Eldredge, N., and S. Gould. 1972. “Punctuated Equilibria: An Alternative to Phyletic Gradualism.” Models in Paleobiology Edited by T. Schopf. San Francisco: Freeman, Cooper. 82–115.
  • Farmer, C., A. Lund, R. Trempel, and E. Braver. 1997. “Fatal Crashes of Passenger Vehicles before and after Adding Antilock Braking Systems.” Accident Analysis and Prevention, vol. 29, no. 6 (November): 745–75710.1016/S0001-4575(97)00044-4.
  • Getmansky, M., P. Lee, and A. Lo. Forthcoming 2012. “Hedge Funds: An Industry in Transition.” Annual Review of Financial Economics.
  • Hasanhodzic, J., and A. Lo. 2011. “Black’s Leverage Effect Is Not Due to Leverage.” Working paper (15 February).
  • Ibbotson, R.. 2011. Ibbotson® SBBI® 2011 Classic Yearbook. Chicago: Morningstar, Inc.
  • Lo, A.. 2004. “The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective.” Journal of Portfolio Management, vol. 30, no. 5 (30th Anniversary Issue): 15–29.
  • Lo, A.. 2005. “Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis.” Journal of Investment Consulting, vol. 7, no. 2 (Winter/Spring): 21–44.
  • Lo, A.. 2010. Hedge Funds: An Analytic Perspective. Princeton, NJ: Princeton University Press.
  • Lo, A.. Forthcoming 2011. “Fear and Greed and Financial Crises: A Cognitive Neurosciences Perspective.” Handbook on Systemic Risk Edited by J.P. Fouque and J. Langsam.Cambridge, U.K.: Cambridge University Press.
  • Lo, A., and M. Mueller. 2010. “WARNING: Physics Envy May Be Hazardous to Your Wealth.” Journal of Investment Management, vol. 8, no. 2 (Second Quarter): 13–63.
  • Peltzman, S.. 1975. “The Effects of Automobile Safety Regulation.” Journal of Political Economy, vol. 83, no. 4 (August): 677–72610.1086/260352.
  • Perold, A., and W. Sharpe. 1995. “Dynamic Strategies for Asset Allocation.” Financial Analysts Journal, vol. 51, no. 1 (January/February): 149–16010.2469/faj.v51.n1.1871.
  • Schoenemann, T.. 2006. “Evolution of the Size and Functional Areas of the Human Brain.” Annual Review of Anthropology, vol. 35 (October): 379–40610.1146/annurev.anthro.35.081705.123210.
  • Senior, C.. 2006. “CDOs Explode after Growing Interest.” FT Mandate (April).
  • Sobel, R., and T. Nesbit. 2007. “Automobile Safety Regulation and the Incentive to Drive Recklessly: Evidence from NASCAR.” Southern Economic Journal, vol. 74, no. 1 (July): 71–84.
  • Stock, J., and M. Watson. 2002. “Has the Business Cycle Changed and Why?” NBER Macroeconomics Annual. Cambridge, MA: National Bureau of Economic Research.
  • Zajonc, R.. 1980. “Feeling and Thinking: Preferences Need No Inferences.” American Psychologist, vol. 35, no. 2 (February): 151–17510.1037/0003-066X.35.2.151.
  • Zajonc, R.. 1984. “On the Primacy of Affect.” American Psychologist, vol. 39, no. 2 (February): 117–12310.1037/0003-066X.39.2.117.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.